+950.6%
BX vs VGT
+1,863.9%
-913.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.4% |
| 7D | -2.0% | +1.8% | -3.8% | -3.9% |
| 30D | -2.3% | -0.3% | -2.0% | -2.2% |
| 3M | +18.5% | +3.4% | +15.2% | +12.2% |
| 6M | +23.7% | +35.0% | -11.3% | -14.3% |
| YTD | -10.4% | +28.8% | -39.1% | -34.4% |
| 1Y | -19.6% | +38.0% | -57.5% | -46.1% |
| 3Y | +30.8% | +125.8% | -95.0% | -51.5% |
| 5Y | +24.3% | +134.7% | -110.4% | -55.0% |
| 10Y | +679.5% | +792.6% | -113.1% | -49.8% |
| All | +950.6% | +1,863.9% | -913.2% | -80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VGT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling